+275.6%
ALAB vs WETO
-99.4%
+375.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.1% | -12.4% | -5.4% |
| 7D | +0.6% | -19.9% | +20.5% | +0.8% |
| 30D | -8.8% | -42.7% | +33.9% | -12.0% |
| 3M | -14.0% | -97.7% | +83.7% | -8.5% |
| 6M | +144.3% | -94.4% | +238.7% | +140.6% |
| YTD | +71.0% | -97.0% | +168.0% | +73.6% |
| 1Y | +23.5% | -98.9% | +122.4% | +29.9% |
| All | +275.6% | -99.4% | +375.0% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WETO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling